-41.3%
CORZ vs LEN
-21.9%
-19.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.1% | -17.5% | -10.8% |
| 7D | -14.9% | +10.5% | -25.4% | -16.2% |
| 30D | -23.1% | +24.6% | -47.8% | -26.5% |
| 3M | -44.1% | +6.6% | -50.7% | -44.7% |
| 6M | -39.5% | +10.6% | -50.2% | -40.5% |
| YTD | -12.4% | -8.3% | -4.1% | -14.6% |
| 1Y | -41.3% | -22.5% | -18.8% | -44.3% |
| All | -41.3% | -21.9% | -19.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling